That's not because of the sandboxing, that's because WinRT required UWP. Microsoft since introduced Win32 sandboxing, which is how the Microsoft Store, most "inbox" apps on Windows, and Game Pass games work.

But sandboxing isn't a requirement on Linux, its an optional distribution method. When you look at a console like the Steam Deck, that system practically requires you to use Flatpaks for third-party software because the OS is an immutable image. If you install anything through pacman it will be wiped on the next OS upgrade.